Official or unofficial copies of documents may be located in places where you might not think to look. My ancestor's declaration of intention from Illinois is contained in his Nebraska homestead application. Another ancestor's naturalization is contained in his homestead file as well.
Chicago voter's registrations give years and places of naturalization for those who were not native born citizens.
Widow's applications for pension may contain certified copies of their marriage records.
A cousin who got married in Illinois and divorced in Florida filed a copy of his Florida divorce decree in the Illinois county where he was married.
And the list goes on.
Where might your ancestor have had to record a copy of a document? It might not be in a place where you think.